Folder:”Windows Update Setup Files”???

I’m trying to update a client PC’s IE Explorer to v5.5.

I get the following error message:
“Setup cannot download files to the folder:’Windows Update Setup Files’ because the folder is read only…blah blah…

I’ve never had this problem updating IE on other clients.

I cannot find this folder on the client (or on any other PC we have) to change the permissions.

Any suggestions?